-99.2%
NVD vs ZBH
-17.1%
-82.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +0.5% | -4.9% | +5.4% | +1.1% |
| 30D | -9.3% | -3.2% | -6.0% | -8.9% |
| 3M | -22.1% | +5.8% | -27.9% | -22.3% |
| 6M | -45.8% | +2.0% | -47.8% | -46.0% |
| YTD | -46.7% | +5.8% | -52.5% | -47.1% |
| 1Y | -59.5% | -7.9% | -51.5% | -59.6% |
| 3Y | -99.2% | -19.4% | -79.8% | -99.1% |
| All | -99.2% | -17.1% | -82.0% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZBH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling